Take a look at the Virtual Labs that MSDN and TechNet are sponsoring.  I've selected a few that are recommended for SharePoint developers.

Virtual Labs are guided, hands-on lab modules hosted by Microsoft that can be completed in 90 minutes.  Try out Microsoft products and test your programming skills through our library of hands-on tools.  There is no software to download, and Virtual Labs are free!

Microsoft Office SharePoint Portal Server 2003

Get first-hand deployment experience through the Virtual Lab series. The Microsoft Office SharePoint Portal Server 2003 hands-on labs will teach you how to set up the portal, organize content on the portal, manage user permissions, create Web Parts for custom tasks, and much more.

Windows Workflow Foundation
This lab is based on Visual Studio 2005 Beta 2 with Windows Workflow Foundation Beta 1 and you are guided through a developer experience using Windows Workflow Foundation for the first time.

ASP.NET 2.0

With ASP.NET 2.0 you create richer Web applications with fewer lines of code. These virtual labs teach you about the improvements in ASP.NET 2.0, including new controls and new membership and personalization features. Explore Web development with ASP.NET 2.0.